+265.6%
AAL vs TMF
-68.9%
+334.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.3% |
| 7D | -3.7% | -1.4% | -2.3% | -4.0% |
| 30D | -20.8% | -2.8% | -18.0% | -21.2% |
| 3M | -1.3% | -10.9% | +9.6% | -3.2% |
| 6M | +5.4% | -21.3% | +26.7% | +1.1% |
| YTD | -14.4% | -15.9% | +1.5% | -16.9% |
| 1Y | +2.1% | -15.7% | +17.8% | -0.7% |
| 3Y | -10.6% | -43.4% | +32.8% | -17.6% |
| 5Y | -32.2% | -87.8% | +55.5% | -53.9% |
| 10Y | -62.7% | -86.7% | +24.0% | -70.9% |
| All | +265.6% | -68.9% | +334.4% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling